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CLO Ratings

The ratings displayed on this tab are not issued or maintained by EJR in its capacity as an NRSRO.

OC Overcollateralization | IC Interest Coverage | IG Investment Grade | HY High Yield
SECURITYREPORTEJR RatingOther NRSRODiffCurr Par SubordOC TriggerOC CurrentOC Curr/ TriggerIC TriggerIC CurrentIC Curr/ TriggerDate
BLACK 2016-1A CLO A1AR BLACK 2016-1AAAA (sf)AAA36.92113.5119.51.05110170.51.5511/04/22
BLACK 2016-1A CLO CR BLACK 2016-1ABBB- (sf)N/A11.62108113.11.05102157.11.5411/04/22
BLACK 2021-1A CLO A1A BLACK 2021-1AAAA (sf)AAA36.49115.5124.31.08115174.21.5111/04/22
BSP 2017-12A CLO A1R BSP 2017-12AAAA (sf)AAA29.29115.7120.51.04110167.91.5311/04/22
BSP 2019-18A CLO A1R BSP 2019-18AAAA (sf)N/A32.66121.6132.11.09120176.21.4711/04/22
BSP 2013-IIA CLO BR2 BSP 2013-IIAAAA (sf)N/A15.14114.1124.11.09115173.61.5111/04/22
BSP 2013-IIA CLO DR BSP 2013-IIABB- (sf)N/A-0.99103.5105.81.02105128.31.2211/04/22
LCM 30A CLO BR LCM 30AAAA (sf)N/A17.72124.4133.81.081201871.5611/04/22
BSP 2020-20A CLO AL BSP 2020-20AAAA (sf)N/A33.85121.6132.11.09120175.21.4611/04/22
MORGN 2019-4A CLO BR MORGN 2019-4AAAA (sf)AA+18.35121.6130.11.07120173.11.4411/04/22
BSP 2020-20A CLO BR BSP 2020-20AAAA (sf)N/A18.92121.6132.11.09120175.21.4611/04/22
BSP 2020-21A CLO ER BSP 2020-21ABB (sf)N/A2.11103.7109.31.05   11/04/22
BLUEM 2014-2A CLO FR2 BLUEM 2014-2AB- (sf)N/A-3.55      11/04/22
BSP 2020-22A CLO AR BSP 2020-22AAAA (sf)AAA31.9121.6132.21.09120174.11.4511/04/22
BSP 2021-23A CLO A1 BSP 2021-23AAAA (sf)AAA31.69121.6131.91.08120186.31.5511/04/22
BSP 2013-IIIA CLO A1R2 BSP 2013-IIIAAAA (sf)N/A49.87113.8125.21.1115161.31.411/04/22
BSP 2013-IIIA CLO A2R2 BSP 2013-IIIAAAA (sf)N/A27.55113.8125.21.1115161.31.411/04/22
BSP 2014-IVA CLO X BSP 2014-IVAAAA (sf)AAA 114122.61.08110166.21.5111/04/22
BSP 2018-5BA CLO A1A BSP 2018-5BAAAA (sf)AAA32.94114121.51.07110157.61.4311/04/22
BSP 2018-5BA CLO D BSP 2018-5BABB (sf)N/A1.04104.3108.91.04   11/04/22
ATCLO 2018-9A B ATCLO 2018-9AAAA (sf)N/A35.93119.9161.81.35115211.81.8411/04/22
BSP 2015-VIA CLO A BSP 2015-VIAAAA (sf)N/A33121.7131.81.08120153.21.2811/04/22
BSP 2015-VIA CLO B BSP 2015-VIAAAA (sf)N/A18.34121.7131.81.08120153.21.2811/04/22
BSP 2015-VIA CLO E BSP 2015-VIABB (sf)N/A1.63104.3109.41.05   11/04/22
BSP 2016-9A CLO BR BSP 2016-9AAAA (sf)N/A15.55120.3127.71.06120165.61.3811/04/22
BSP 2016-9A CLO CR BSP 2016-9AA+ (sf)N/A9.38113.91191.04110152.41.3911/04/22
BSP 2016-9A CLO DR BSP 2016-9ABB+ (sf)N/A3.2107.7111.41.03105139.11.3211/04/22
BLUEM 2017-1A CLO BR BLUEM 2017-1AAAA (sf)N/A17.84123.7131.61.06120183.61.5311/04/22
BLUEM 2014-2A CLO A1R2 BLUEM 2014-2AAAA (sf)AAA32.68121.5128.51.06120172.21.4311/04/22
CGMS 2017-2A CLO B CGMS 2017-2AA+ (sf)A9.18114.4119.41.04115159.81.3911/04/22
FILPK 2018-1A CLO CB3 FILPK 2018-1AA+ (sf)N/A10.83114.8122.11.06115169.81.4811/04/22
BLUEM 2014-2A CLO BR2 BLUEM 2014-2AAAA (sf)N/A15.81121.5128.51.06120172.21.4311/04/22
KKR 26 CLO BR KKR 26AAA (sf)AA18.29122.1133.21.09120182.81.5211/04/22
BLUEM 2014-2A CLO DR2 BLUEM 2014-2ABB+ (sf)N/A2.54107.71111.03110141.91.2911/04/22
BLUEM 2016-2A CLO X BLUEM 2016-2AAAA (sf)N/A 114120.21.05115159.41.3911/04/22
BLUEM 2016-2A CLO A1R2 BLUEM 2016-2AAAA (sf)N/A29.39114120.21.05115159.41.3911/04/22
BLUEM 2016-2A CLO A2R2 BLUEM 2016-2AAAA (sf)N/A16.15114120.21.05115159.41.3911/04/22
BLUEM 2016-2A CLO BR2 BLUEM 2016-2AA+ (sf)N/A9.53114120.21.05115159.41.3911/04/22
BLUEM 2016-2A CLO C1R2 BLUEM 2016-2ABBB+ (sf)N/A5.67107.61121.04110143.81.3111/04/22
BLUEM 2016-2A CLO C2R2 BLUEM 2016-2ABB+ (sf)N/A2.91107.61121.04110143.81.3111/04/22
BLUEM 2016-2A CLO DR BLUEM 2016-2ABB- (sf)N/A-1.51103.7107.21.03105129.91.2411/04/22
BLUEM 2018-1A CLO A1 BLUEM 2018-1AAAA (sf)AAA32.46121.6128.91.06120174.61.4511/04/22
BLUEM 2018-1A CLO B BLUEM 2018-1AAAA (sf)N/A15.66121.6128.91.06120174.61.4511/04/22
BLUEM 2018-1A CLO D BLUEM 2018-1ABB+ (sf)N/A2.15107.6111.11.03110143.81.3111/04/22
BLUEM 2018-1A CLO F BLUEM 2018-1ACCC (sf)N/A-4.54      11/04/22
BLUEM 2018-22A CLO B BLUEM 2018-22AAAA (sf)N/A20.01127.8136.51.07120193.31.6111/04/22
BLUEM 2019-24A CLO AR BLUEM 2019-24AAAA (sf)N/A30.65121.6131.71.08120181.31.5111/04/22
BLUEM 2019-25A CLO AR BLUEM 2019-25AAAA (sf)AAA29.98121.6131.61.08120183.31.5311/04/22
BLUEM 2019-26A CLO AR BLUEM 2019-26AAAA (sf)N/A31.23121.6132.31.09120172.61.4411/04/22
NEUB 2014-17A CLO ERR NEUB 2014-17ABB (sf)N/A-0.85104.7106.91.02   11/04/22